Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-06 0.577399 0.649066 0.730150 0.829526 0.949212 1.090246 1.271338
2024-10-13 0.506654 0.598152 0.709430 0.857382 1.053170 1.309874 1.683665
2024-10-20 0.454376 0.556627 0.688090 0.874681 1.141958 1.527289 2.159774
2024-10-27 0.406508 0.512324 0.654406 0.866985 1.192428 1.702542 2.639560
2024-11-03 0.383937 0.497722 0.657337 0.909598 1.324504 2.039353 3.543971
2024-11-10 0.369843 0.492439 0.671806 0.971100 1.501108 2.512994 5.012612
2024-11-17 0.347536 0.472283 0.660837 0.989338 1.607567 2.897680 6.603267
2024-11-24 0.324346 0.448094 0.640171 0.987066 1.674932 3.229672 8.400132
2024-12-01 0.297007 0.414858 0.601078 0.945763 1.654691 3.352554 9.680288
2024-12-08 0.273802 0.386118 0.566381 0.907386 1.632251 3.464188 11.103456
2024-12-15 0.263654 0.377209 0.563839 0.928952 1.746518 4.002967 15.494058
2024-12-22 0.262682 0.382937 0.586838 1.004139 2.008465 5.162680 27.678854
2024-12-29 0.253976 0.376172 0.588962 1.041984 2.206011 6.349561 50.339520
2025-01-05 0.238751 0.357024 0.566347 1.022995 2.246193 6.982466 76.340074
2025-01-12 0.225528 0.340320 0.546640 1.007453 2.293459 7.723612 126.154580
2025-01-19 0.211559 0.321304 0.520737 0.973801 2.276899 8.156649 193.910719
2025-01-26 0.206130 0.317027 0.522968 1.006942 2.487398 10.195018 776.448870
2025-02-02 0.203477 0.317488 0.534577 1.065517 2.816437 13.844126 270585.541646
2025-02-09 0.196599 0.309622 0.528360 1.077650 2.984704 16.829625 NaN
2025-02-16 0.188512 0.298930 0.515223 1.069265 3.070485 19.401724 NaN
2025-02-23 0.177633 0.282334 0.488268 1.019361 2.964154 19.518927 NaN
2025-03-02 0.167924 0.267489 0.464084 0.974372 2.867697 19.664658 NaN
2025-03-09 0.164222 0.263908 0.463846 0.996593 3.083599 25.272708 NaN